Neither is easy at all. One problem is the amount of custom work that would need to be done, either piping for the turbo setup or a supercharger manifold. There were some supercharger kits made a few years back that aren't really around anymore.
In either case, the stock motor's bottom end won't hold up well past about 7 psi, maybe 9. Which isn't very much for the amount of effort required. Basically, if you want any big, reliable power you need to build the motor, which, again, isn't cheap and would take a very long time.
Basically, neither is very highly recommended unless you have a second car, a lot of money to throw at it, and a lot of time to spend doing the research on it.
The fastest so far is an extremely custom supercharger setup though:
http://www.subaru-svx.net/forum/showthread.php?t=52285
A twin turbo setup might be more powerful, but fitting all that piping under the hood would be quite a challenge.
IMO, the best option for making a little bit more power is cams from ECUtune, and a stage 2 ecu, injectors, and MAF.
__________________
'94 Laguna Blue LSi ~159k
.......JDM ultra short-geared 3.900 STi Version 7
6-speed w/ Cobb shortshifter,
ECUtune 244,8.1mm/256,9.1mm i/e cams,
group N motor mounts, '97 grille, JDM clear corners, Momo JDM Legacy GT
steering wheel, apkarian's
LED tails,
silver STi BBS wheels,
PWR radiator,
redstuff pads f/r,
drilled/slotted rotors,
bontragerworks rsb #18, Koni/GC 450f/375r coilovers, Megan Racing adjustable
lateral links,
KMac c/c plates, Stebro exhaust,
ECUtune 1v5, Optima battery in the trunk where it
belongs.
Turbo project
'97 Ebony LSi ~137k #036
.......Power mode mod, JDM clear corners, BBS wheels.
AUX/pocket mod
Now a mod "over
there"
............Photo album